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ECONIS (ZBW)
712
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1
A generalised arbitrage-free Nelson-Siegel model : the impact of unspanned stochastic volatility
Chen, Rui
;
Du, Ke
- In:
Finance research letters
10
(
2013
)
1
,
pp. 41-48
Persistent link: https://www.econbiz.de/10009728597
Saved in:
2
Rating announcements, CDS spread and volatility during the European sovereign crisis
Raimbourg, Philippe
;
Salvadè, Federica
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012818910
Saved in:
3
Currency jumps, Euribor-OIS spreads and the volatility skew : a study on the dollar-euro crash risk of 2007-2015
Wong, Alfred Y.
- In:
Finance research letters
29
(
2019
),
pp. 7-16
Persistent link: https://www.econbiz.de/10012417533
Saved in:
4
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia
Karlsson, Sune
;
Österholm, Pär
- In:
Finance research letters
30
(
2019
),
pp. 378-384
Persistent link: https://www.econbiz.de/10012420913
Saved in:
5
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
6
Sovereign bond markets and financial volatility dynamics : panel-GARCH evidence for six euro area countries
Ribeiro, Pedro Pires
;
Cermeño, Rodolfo
;
Curto, José Dias
- In:
Finance research letters
21
(
2017
),
pp. 107-114
Persistent link: https://www.econbiz.de/10011807517
Saved in:
7
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
8
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
9
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
10
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
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